On stochastic differential equations in a configuration space

MaRDI QIDQ2761602zbMATH OpenFDO

Authors Anatolii V. Skorokhod

Publication date 16 June 2003

Published in Georgian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/50039

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zbMATH Keywords

stochastic differential equationlocal weak solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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(5)

• Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes
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• Modelling particles moving in a potential field with pairwise interactions and an application
• On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential

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